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Diversifikation von Industrieportefeuilles unter Liquiditätsaspekten

Hurni, Konrad; Stocker, Patricio Alejandro - 1996

Persistent link: https://www.econbiz.de/10013417718

The tail that wags the dog : integrating credit risk in asset portfolios

Jobst, Norbert (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001657314

Extending credit risk (pricing) models for the simulation of portfolios of interest rate and credit risk sensitive securities

Jobst, Norbert J. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001657320

Does active portfolio management create value? : an evaluation of fund managers' decisions

Engström, Stefan (contributor) - 2004 - [Elektronische Ressource]

In this paper, I obtain new measures of the value of active portfolio management by forming replicating portfolios. These measures allow for a separate evaluation of fund managers' strategic and tactical decisions. I also obtain new evidence on the value of trading by decomposing it into...

Persistent link: https://www.econbiz.de/10001946175